CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 16-Apr-2014

Day Change Summary
	Previous	Current
	15-Apr-2014	16-Apr-2014	Change	Change %	Previous Week
Open	0.9107	0.9092	-0.0015	-0.2%	0.9090
High	0.9110	0.9113	0.0003	0.0%	0.9195
Low	0.9066	0.9049	-0.0017	-0.2%	0.9067
Close	0.9094	0.9067	-0.0027	-0.3%	0.9107
Range	0.0044	0.0064	0.0020	45.5%	0.0128
ATR	0.0057	0.0057	0.0001	0.9%	0.0000
Volume	39,154	60,060	20,906	53.4%	252,309

Daily Pivots for day following 16-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9268	0.9232	0.9102
R3	0.9204	0.9168	0.9085
R2	0.9140	0.9140	0.9079
R1	0.9104	0.9104	0.9073	0.9090
PP	0.9076	0.9076	0.9076	0.9070
S1	0.9040	0.9040	0.9061	0.9026
S2	0.9012	0.9012	0.9055
S3	0.8948	0.8976	0.9049
S4	0.8884	0.8912	0.9032

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9507	0.9435	0.9177
R3	0.9379	0.9307	0.9142
R2	0.9251	0.9251	0.9130
R1	0.9179	0.9179	0.9119	0.9215
PP	0.9123	0.9123	0.9123	0.9141
S1	0.9051	0.9051	0.9095	0.9087
S2	0.8995	0.8995	0.9084
S3	0.8867	0.8923	0.9072
S4	0.8739	0.8795	0.9037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9194	0.9049	0.0145	1.6%	0.0054	0.6%	12%	False	True	46,036
10	0.9195	0.9037	0.0158	1.7%	0.0054	0.6%	19%	False	False	49,011
20	0.9195	0.8845	0.0350	3.9%	0.0055	0.6%	63%	False	False	51,913
40	0.9195	0.8845	0.0350	3.9%	0.0059	0.6%	63%	False	False	37,946
60	0.9195	0.8845	0.0350	3.9%	0.0061	0.7%	63%	False	False	25,409
80	0.9406	0.8845	0.0561	6.2%	0.0060	0.7%	40%	False	False	19,117
100	0.9473	0.8845	0.0628	6.9%	0.0055	0.6%	35%	False	False	15,323
120	0.9551	0.8845	0.0706	7.8%	0.0049	0.5%	31%	False	False	12,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9385
2.618	0.9281
1.618	0.9217
1.000	0.9177
0.618	0.9153
HIGH	0.9113
0.618	0.9089
0.500	0.9081
0.382	0.9073
LOW	0.9049
0.618	0.9009
1.000	0.8985
1.618	0.8945
2.618	0.8881
4.250	0.8777

Fisher Pivots for day following 16-Apr-2014
Pivot	1 day	3 day
R1	0.9081	0.9087
PP	0.9076	0.9080
S1	0.9072	0.9074

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These figures are updated between 7pm and 10pm EST after a trading day.

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